On exact and approximate stochastic dominance strategies for portfolio selection
type: Item
instance of: scholarly article
title: On exact and approximate stochastic dominance strategies for portfolio selection
zbMATH Open document ID: 1395.91396
author: Renato Bruni
author: Francesco Cesarone
author: Andrea Scozzari
author: Fabio Tardella
published in: European Journal of Operational Research
publication date: 2018-05-25T00:00:00Z
full work available at URL: List of Abstracts.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 6873602
zbMATH Keywords: applied probability
zbMATH Keywords: stochastic dominance
zbMATH Keywords: portfolio optimization
zbMATH Keywords: expected shortfall
zbMATH Keywords: index tracking
describes a project that uses: OR-Library
describes a project that uses: TOMLAB
MaRDI profile type: Publication
OpenAlex ID: W2300028994
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DOI: 10.1016/J.EJOR.2016.10.006
description: scientific article; zbMATH DE number 6873602